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Multi-layer spillovers between volatility and skewness in international stock markets over a century of data : the role of disaster risks
Foglia, Matteo; Plakandaras, Vasilios; Gupta, Rangan; … - 2023
Persistent link: https://www.econbiz.de/10014443110
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Forecasting the conditional distribution of realized volatility of oil price returns : the role of skewness over 1859 to 2023
Gupta, Rangan; Ji, Qiang; Pierdzioch, Christian; … - 2023
Persistent link: https://www.econbiz.de/10014304985
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Is real interest rate a monetary phenomenon in advanced economies? : time-varying evidence from over 700 years of data
Plakandaras, Vasilios; Gupta, Rangan; Wohar, Mark E. - 2022
Persistent link: https://www.econbiz.de/10013387609
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Hedge and safe haven properties of gold, US Treasury, Bitcoin, and Dollar/CHF against the FAANA companies and S&P 500
Yousaf, Imran; Plakandaras, Vasilios; Bouri, Elie; … - 2022
Persistent link: https://www.econbiz.de/10013253752
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Long-span multi-layer spillovers between moments of advanced equity markets : the role of climate risks
Foglia, Matteo; Plakandaras, Vasilios; Gupta, Rangan; … - 2024
Persistent link: https://www.econbiz.de/10014515694